Ajay R. Subramanian is the Bruce A. Palmer Professor of Risk Management and Insurance in the Robinson College of Business at Georgia State University. His research interests broadly lie in the areas of financial economics, microeconomic theory, industrial organization, mathematical finance and applied probability.
- After obtaining his PhD, he spent almost 4 years as a quantitative research associate at Susquehanna International Group in Bala Cynwyd, PA. His time as a "quant" aroused his interest in financial economics. In August 2001, he returned to academia as an assistant professor of finance at the Georgia Institute of Technology and then decided to move to Georgia State University in August 2004 where he has been ever since.
- He teaches courses on Stochastic Interest Rate and Credit Risk Models and Implementing Quantitative Financial Risk Models in Master's program in Mathematical Risk Management and a Doctor of Philosophy course on Game Theory and Mechanism Design in Doctor of Philosophy program He is currently the Director of the Department's Doctor of Philosophy program In the past, He has taught undergraduate and graduate courses on Derivative Securities, a Master's course on Financial Risk Management and a Doctor of Philosophy course on Dynamic Asset Pricing Theory.
Born October 23, 1970
January, 1998 - July, 2001
2001 - 2004
2004 - 2007
2007 - 2009
2009 - 2012
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- Best Paper Award
- book: Capital Structure Under Heterogeneous Beliefs
- book: Dynamic Prudential Regulation
- book: CEO Talent, CEO Compensation and Product Market Competition
- book: Optimal Dynamic Risk-Taking
- book: Catastrophe Risk Transfer
- book: Power, Compensation and Corruption
- book: Product Variety and Asset Pricing
- paper: Product Variety and Asset Pricing
- paper: Power, Compensation and Corruption
- paper: Catastrophe Risk Transfer
- paper: Optimal Dynamic Risk-Taking
- paper: CEO Talent, CEO Compensation and Product Market Competition
- paper: Dynamic Prudential Regulation
- paper: Capital Structure Under Heterogeneous Beliefs
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